| stevehopwoodforex.com https://www.stevehopwoodforex.com/phpBB3/ Print view |
|
| Griddy Wotsit Mk 2 https://www.stevehopwoodforex.com/phpBB3/viewtopic.php?t=4610 |
Page 3 of 24 |
| Author: | SteveHopwood [ Tue Mar 01, 2016 1:54 pm ] |
| Post subject: | Griddy Wotsit Mk 2 |
V 1b is in post 1. The pending trade filling in code only worked when the market has risen and there are more buys open than sells. The opposite needs catering for as well. waltini1 send me a doc with some useful information about grids in it. The doc is an FAQ about an EA available some years ago and so is mostly irrelevant, but this looks good to take note of: It is not a cheap way to trade, but it is good fun. Try the attached set file on EU. 10 trades in both directions; 2 pips apart; 2 pips tp; hedge tp 10 pips; max distance between buys and sells is 30 pips. Save your cpu some pain. Open one chart for trading and a second for TradeReport. Then drag the SelectMarketSymbols script onto a chart, setting IncludeSymbols to a blank space. The script will close down all but the two charts you have open and the platform will no longer have to process ticks for every pair. To add charts back in, right click in the Market Watch window and click Show All. Open the charts you want then run the script again. |
|
| Author: | SteveHopwood [ Tue Mar 01, 2016 2:30 pm ] |
| Post subject: | Griddy Wotsit Mk 2 |
Try it on GJ - really good fun today. |
|
| Author: | SteveHopwood [ Tue Mar 01, 2016 3:56 pm ] |
| Post subject: | Griddy Wotsit Mk 2 |
V 1c is in post 1. I have had a lot of fun playing with this today. The ea froze on me, just as it did in craptesting, so I went bug hunting. All that was needed was a couple more calls to CountOpenTrades() from within ShouldTradesBeClosed() to re-populate the variables that keep track of the position. Coders will spot them immediately. If you want to make the changes yourselves but are not confident, then the easiest way to to find ShouldTradesBeClosed() at line 1100 and copy this over the top of the existing code: Code: Select all |
|
| Author: | PhP71 [ Wed Mar 02, 2016 8:51 am ] |
| Post subject: | Griddy Wotsit Mk 2 |
Hi Steve, been busy at work these last few days but cleaned up my demo yesterday evening and started a fresh new one with your version 1c on different pairs. I checked this morning the result over the night and I've been surprised on the behaviour of the tool. I checked if I didn't missed something but couldn't find, nothing noticed in the journal log or elsewhere. I am with default settings except for "MaxDistanceBetweenGroupsPips" where I set it to 25 so when a buy or sell trade close the opposite grid should logically close and re-open. On AU going long (and EG as well going short) it doesn't seem to work and on NU as well but in the way they are getting too close Don't know if I really missed something or the tool still need debugging. phil. |
|
| Author: | zaguy [ Wed Mar 02, 2016 5:49 pm ] |
| Post subject: | Griddy Wotsit Mk 2 |
Hello Steve. I was also playing around with this latest version and had great fun. Thank you! I had an idea - and it pretty much follows from your Recovery EA of a few years ago. Maybe worthwhile to investigate? Here goes: As you are aware, the leaky toilet thingy is still a problem. Example: Some buy trades and filled and suddenly the market trend downwards and fill all the sell trades and a new grid appears. However, the buy trades are still open and moves further and further away from the market eventually leading to a massive loss. (I am explaining for those who are new / following). How about sending grids with higher lot sizes the further away the pending position is from the price action. Example: 1st pending position closest to the price action = 0.01 lots, 2nd position = 0.01 lots, 3rd position = 0.02 lots, 3rd position = 0.03 lots, 4th position = 0.04 lots etc. Say the same scenario as above plays out and all open trades are forced to close when (still using the same example as above) all pending sell orders are filled and profits taken. Such profits might be higher than the loss incurred from the 1 or 2 open buy trades. A "forcetradeclosure" for open trades thus needs to take place when all pending orders have been filled and profits taken in a certain direction (in this case the open sell orders). The following logical step would be to replace the winning grid. |
|
| Author: | SteveHopwood [ Wed Mar 02, 2016 7:34 pm ] |
| Post subject: | Griddy Wotsit Mk 2 |
Strange, isn't it? This bot was supposed to be a toy for entertainment but there is something about it.... Leave this with me. I love the idea; the code needs some thinking about. |
|
| Author: | Gertje [ Thu Mar 03, 2016 9:57 am ] |
| Post subject: | Griddy Wotsit Mk 2 |
I believe it's an accountkiller to add variable lotsizes, it going to be Martingale in a different suit. The EA is capable of opening a huge amount of trades before closing the basket. Adding higher lots is draining the margin for small gain. I added the "10.7 line of zero" from Bob to the chart, to be visible able to see where the basket will close for the defined amount of pips/ $. Baskets of over 100 orders have been seen, consuming all the profit with the provision. There is no way of telling beforehand how many orders will be in the basket, and set the basketdetails [close at #pips or #$] likewise. My idea; is it possible to make the TP/ basketclosure settings floating with the number of orders? This could be done using the 'point of zero' where all orders together are at breakeven and close x-amount of pips beyond that value. In the example below, there are 10 orders. The 'line of zero' is at 1.08462 and I added a line at 1.08432 to make it visible where the 3pips TP will be. In this case, the basket will open some more sells before reaching the closure line, and closing at 5-6 times 3pips. In the 'line of zero', swap and commission is already accounted for. |
|
| Author: | Gertje [ Thu Mar 03, 2016 1:00 pm ] |
| Post subject: | Griddy Wotsit Mk 2 |
Attached the current situation for EURUSD; Maybe a few moments until the basket closes. |
|
| Author: | Gertje [ Thu Mar 03, 2016 2:53 pm ] |
| Post subject: | Griddy Wotsit Mk 2 |
Basket closed. I changed the distance between trades and the TP to 3pips, to cater for the commission of 0.7pip. . |
|
| Author: | PhP71 [ Thu Mar 03, 2016 6:19 pm ] |
| Post subject: | Griddy Wotsit Mk 2 |
One little correction to the code, nothing to see with this trading method but to have a proper display of the daily P/L (last line of the text displayed on the screen). at line 1622 (inside CalculateDailyResult() function), I think it would be better to compare the OrderCloseTime to PERIOD_D1 instead of TradingTimeFrame (which is the current time frame of the window). Also I'm not fan of the idea of martigaling the grid but I find Gertje idea interresting to close the hedge trading at breakeven + profit in case the trades last in time and the simple profit could be eated by the swap. Phil. |
|
| All times are UTC | Page 3 of 24 |
|
Powered by phpBB® Forum Software © phpBB Limited |
|